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Uncovering The Switching Impact of Economic Policy Uncertainty On The Cross-Correlation Between Stock Markets An Innovative Hurst-Based Wavelet Coherence Approach by 13576092 is a document available to read on EtoBox.

This study introduces a novel empirical framework utilizing multifractal detrended cross-correlation analysis and wavelet coherence to analyze the dynamic relationships among stock markets in the US, UK, Japan, China, and Australia, particularly under the influence of US economic policy uncertainty (EPU). The findings indicate significant intermarket correlations, especially during major macroeconomic events, with varying impacts of EPU on these correlations over time. The research enhances understanding of

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13576092

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EN